SubGaussian random variables in Hilbert spaces (Q1378835)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: SubGaussian random variables in Hilbert spaces |
scientific article; zbMATH DE number 1115653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SubGaussian random variables in Hilbert spaces |
scientific article; zbMATH DE number 1115653 |
Statements
SubGaussian random variables in Hilbert spaces (English)
0 references
20 July 1998
0 references
Three different definitions of sub-Gaussianity of the random elements with values in a separable Hilbert space are proposed, each of them is a natural generalization and extension of a known notion of sub-Gaussianity for the finite-dimensional case. Conditions of sub-Gaussianity of the random element and relations between the given definitions are studied and determined.
0 references
sub-Gaussian random variables in Hilbert spaces
0 references
Gaussian vector
0 references
covariance operator
0 references
0.9034473
0 references
0.88463426
0 references
0.88427925
0 references
0.8839741
0 references
